CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 21-Oct-2024
Day Change Summary
Previous Current
18-Oct-2024 21-Oct-2024 Change Change % Previous Week
Open 2,316.9 2,314.7 -2.2 -0.1% 2,265.2
High 2,330.5 2,321.1 -9.4 -0.4% 2,331.5
Low 2,310.9 2,271.3 -39.6 -1.7% 2,261.0
Close 2,312.7 2,277.0 -35.7 -1.5% 2,312.7
Range 19.6 49.8 30.2 154.1% 70.5
ATR 33.8 34.9 1.1 3.4% 0.0
Volume 105 105 0 0.0% 795
Daily Pivots for day following 21-Oct-2024
Classic Woodie Camarilla DeMark
R4 2,439.2 2,407.9 2,304.4
R3 2,389.4 2,358.1 2,290.7
R2 2,339.6 2,339.6 2,286.1
R1 2,308.3 2,308.3 2,281.6 2,299.1
PP 2,289.8 2,289.8 2,289.8 2,285.2
S1 2,258.5 2,258.5 2,272.4 2,249.3
S2 2,240.0 2,240.0 2,267.9
S3 2,190.2 2,208.7 2,263.3
S4 2,140.4 2,158.9 2,249.6
Weekly Pivots for week ending 18-Oct-2024
Classic Woodie Camarilla DeMark
R4 2,513.2 2,483.5 2,351.5
R3 2,442.7 2,413.0 2,332.1
R2 2,372.2 2,372.2 2,325.6
R1 2,342.5 2,342.5 2,319.2 2,357.4
PP 2,301.7 2,301.7 2,301.7 2,309.2
S1 2,272.0 2,272.0 2,306.2 2,286.9
S2 2,231.2 2,231.2 2,299.8
S3 2,160.7 2,201.5 2,293.3
S4 2,090.2 2,131.0 2,273.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,331.5 2,271.3 60.2 2.6% 34.4 1.5% 9% False True 153
10 2,331.5 2,201.6 129.9 5.7% 34.3 1.5% 58% False False 153
20 2,331.5 2,201.6 129.9 5.7% 34.5 1.5% 58% False False 166
40 2,331.5 2,100.0 231.5 10.2% 26.6 1.2% 76% False False 95
60 2,331.5 2,082.9 248.6 10.9% 17.7 0.8% 78% False False 63
80 2,331.5 2,082.9 248.6 10.9% 13.3 0.6% 78% False False 47
100 2,331.5 2,070.3 261.2 11.5% 10.6 0.5% 79% False False 38
120 2,331.5 2,050.9 280.6 12.3% 8.9 0.4% 81% False False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.9
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,532.8
2.618 2,451.5
1.618 2,401.7
1.000 2,370.9
0.618 2,351.9
HIGH 2,321.1
0.618 2,302.1
0.500 2,296.2
0.382 2,290.3
LOW 2,271.3
0.618 2,240.5
1.000 2,221.5
1.618 2,190.7
2.618 2,140.9
4.250 2,059.7
Fisher Pivots for day following 21-Oct-2024
Pivot 1 day 3 day
R1 2,296.2 2,301.4
PP 2,289.8 2,293.3
S1 2,283.4 2,285.1

These figures are updated between 7pm and 10pm EST after a trading day.

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